Forecasting compositional time series : a state space approach
Year of publication: |
April-June 2017
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Authors: | Snyder, Ralph D. ; Ord, John Keith ; Koehler, Anne B. ; McLaren, Keith Robert ; Beaumont, Adrian N. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 33.2017, 2, p. 502-512
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Subject: | Log ratio transformation | Market shares | Maximum likelihood estimation | Model invariance | Multi-series models | New products | Prediction distributions | US automobiles sales | Vector exponential smoothing | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Maximum-Likelihood-Schätzung | Schätztheorie | Estimation theory | Marktanteil | Market share |
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